Homogeneity of variance testing for more complex models is a subject of current research. Bartlett (1937) proposes a test for equal variances that is a modification of the normal-theory likelihood ...

The profit-and-loss attribution test is one of two regulator-set tests that a bank’s trading desk must pass in order to use the internal models approach for market risk capital calculations. The test ...

statistic in the sense that it is a function of the variance ratio F statistic that would be obtained from a one-way ANOVA on the dependent variable Y. If nonparametric scores are specified in this ...